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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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12253749 · May 202619922001200920172026
48 results for quantum particle

The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum particle confined in a potential well. This model may naturally explain the operation of several empirical rules used by technical analysts. Mod…

2019-01-30abs ↗pdf ↗

Here we prove the existence of a new type of the world-sheet string singularities - the cusps that are stable during the finite time. These singularities make the emission of the captured massive quantum particle possible in the frames of the author's model suggested earlier. In aggregate, we have a new mechanism of qu…

2017-05-29abs ↗pdf ↗

Using the one dimensional free particle symmetries, the quantum finance symmetries are obtained. Namely, it is shown that Black-Scholes equation is invariant under Schrödinger group. In order to do this, the one dimensional free non-relativistic particle and its symmetries are revisited. To get the Black-Scholes equati…

2013-04-18abs ↗pdf ↗

Quantum GNNs outperform classical GNNs in jet tagging.

problem Classifying partons initiating jets from high-energy particle collisions.
method Comparison of classical and quantum GNNs and their equivariant counterparts.
result Quantum GNNs outperformed classical GNNs in binary classification tasks.

We apply the geometric-topology surgery theory on spacetime manifolds to study the constraints of quantum statistics data in 2+1 and 3+1 spacetime dimensions. First, we introduce the fusion data for worldline and worldsheet operators capable creating anyon excitations of particles and strings, well-defined in gapped st…

2016-02-18abs ↗pdf ↗

To formulate the universal constraints of quantum statistics data of generic long-range entangled quantum systems, we introduce the geometric-topology surgery theory on spacetime manifolds where quantum systems reside, cutting and gluing the associated quantum amplitudes, specifically in 2+1 and 3+1 spacetime dimension…

2019-01-31abs ↗pdf ↗

We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model for the stock-market-prices fluctuations while introducing the external harmonic…

2018-12-01abs ↗pdf ↗

We consider an open domain with a compact boundary in an Euclidean space and a Schroedinger operator with magnetic field on this domain. We give sufficient conditions on the rate of growth of the magnetic field near the boundary which guarantees essential self-adjointness of this operator. From the physical point of vi…

2009-03-04abs ↗pdf ↗

New model suggests universe emerges from single particle quantum mechanics.

problem Exploring how the universe might arise from a single particle in quantum mechanics.
method Novel spontaneous symmetry breaking acting on probability distributions of Hamiltonians.
result Evidence supports the hypothesis that nature seeks tensor decompositions.

Consider a quantum particle trapped between a curved layer of constant width built over a complete, non-compact, C2\mathcal C^2 smooth surface embedded in R3\mathbb{R}^3. We assume that the surface is asymptotically flat in the sense that the second fundamental form vanishes at infinity, and that the surface is not tot…

2011-10-31abs ↗pdf ↗

Study of free particle's geometry and its perturbations using complex projective structures.

problem Understanding the geometry of a free particle and its perturbations.
method Use of complex projective structures and quasiconformal geometry to study perturbations.
result Main results loosely modeled on algebraic transformation theory, foundational for geometric understanding of the exact WKB method.

We consider online detection strategies for identifying a change point in a stream of quantum particles allegedly prepared in identical states. We show that the identification of the change point can be done without error via sequential local measurements while attaining the optimal performance bound set by quantum mec…

2018-02-01abs ↗pdf ↗

We establish geometric properties of Stiefel and Grassmann manifolds which arise in relation to Slater type variational spaces in many-particle Hartree-Fock theory and beyond. In particular, we prove that they are analytic homogeneous spaces and submanifolds of the space of bounded operators on the single-particle Hilb…

2011-05-09abs ↗pdf ↗

We demonstrate how machine learning is able to model experiments in quantum physics. Quantum entanglement is a cornerstone for upcoming quantum technologies such as quantum computation and quantum cryptography. Of particular interest are complex quantum states with more than two particles and a large number of entangle…

2019-10-30abs ↗pdf ↗

Nearly all field theories suffer from singularities when particles are introduced. This is true in both classical and quantum physics. Classical field singularities result in the notorious self-force problem, where it is unknown how the dynamics of a particle change when the particle interacts with its own (self) field…

2015-03-03abs ↗pdf ↗

Quantum effects are known to provide an advantage in particle transfer across networks. In order to achieve this advantage, requirements on both a graph type and a quantum system coherence must be found. Here we show that the process of finding these requirements can be automated by learning from simulated examples. Th…

2020-01-15abs ↗pdf ↗

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for the stock market, based on which we analogously map massive numbers of single s…

2014-05-13abs ↗pdf ↗

Estimates classical potential from stock price data using quantum mechanics.

problem Estimating classical potential from empirical stock price data.
method Quantum mechanical model of stock price distribution, estimating potential from wave function.
result Suggests methods to evaluate classical potential for Schrodinger equation.

We develop a gluing construction which adds scaled and truncated asymptotically Euclidean solutions of the Einstein constraint equations to compact solutions with potentially non-trivial cosmological constants. The result is a one-parameter family of initial data which has ordinary and scaled "point-particle" limits an…

2009-08-12abs ↗pdf ↗

Study uses supervised learning to classify quantum phases with limited measurements.

problem Classifying quantum phases of matter with incomplete phase diagrams.
method Combines classical and quantum techniques, including tensor networks, kernel methods, and quantum algorithms.
result Certification of new ground states can be achieved with polynomial measurements.

Applications of Quantum Tunneling effect have long gone beyond the traditional physical meaning. Initially created by Gamow to explain α-decay of nuclear particles, along the time, quantum tunneling found fertile domain of research in chemistry and recently in biology, where the new discipline of Quantum Biology emerge…

2013-07-25abs ↗pdf ↗

Motivated by the construction of spectral manifolds in noncommutative geometry, we introduce a higher degree Heisenberg commutation relation involving the Dirac operator and the Feynman slash of scalar fields. This commutation relation appears in two versions, one sided and two sided. It implies the quantization of the…

2014-11-04abs ↗pdf ↗

Quantum-enhanced metrology aims to estimate an unknown parameter such that the precision scales better than the shot-noise bound. Single-shot adaptive quantum-enhanced metrology (AQEM) is a promising approach that uses feedback to tweak the quantum process according to previous measurement outcomes. Techniques and form…

2016-08-22abs ↗pdf ↗

Writing the article-Time independent pricing of options in range bound markets; the question in the title came naturally to my mind. It is stated, in the above article, that in certain market conditions the stock price is subjected to an equation that exactly matches a time independent Schrodinger equation. The time in…

2013-05-07abs ↗pdf ↗

New MCMC method speeds up quantum physics simulations by a factor of 100.

problem Simulating quantum many-body systems with high computational complexity.
method FFT-accelerated MCMC with coupled particle and auxiliary variables.
result Achieves O(NlogN)O(N \log N) scaling, significantly faster than traditional O(N3)O(N^3) methods.

Extends particle classification to curved space-times using groupoids.

problem Classifying elementary particles in curved space-time.
method Developed a new definition of elementary particles as irreducible projective representations of kinematical groupoids, extending Wigner's program.
result Classification of elementary particles valid for a wide range of space-times, including new massless particles in magnetic-like backgrounds.

Kauffman and Lomonaco explored the idea of understanding quantum entanglement (the non-local correlation of certain properties of particles) topologically by viewing unitary entangling operators as braiding operators. In the work of G. Alagic, M. Jarret, and S. Jordan it is shown that entanglement is a necessary condit…

2016-11-24abs ↗pdf ↗

This paper applies quantum probability theory to model asset returns, avoiding assumptions about quantum effects.

problem Modeling asset returns with classical probability theory.
method Derives a Schrödinger-like trading equation using quantum probability, linking it to traders' decisions and market behaviors.
result Quantum probability can describe multimodal distributions of asset returns without assuming quantum effects.

New features for quantum calculations learn N-center Hamiltonian matrix elements.

problem Quantum calculations need features for N-center Hamiltonians, not just atom-centered ones.
method Developed fully equivariant N-center features for machine learning.
result Learned matrix elements of N-center Hamiltonians efficiently.

A surprising image of the stock market arises if the price time series of all Dow Jones Industrial Average stock components are represented in one chart at once. The chart evolves into a braid representation of the stock market by taking into account only the crossing of stocks and fixing a convention defining overcros…

2014-06-13abs ↗pdf ↗